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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク COBYLA ： ウィキペディア英語版 COBYLA Constrained optimization by linear approximation (COBYLA) is a numerical optimization method for constrained problems where the derivative of the objective function is not known, invented by Michael J. D. Powell. That is, COBYLA can find the vector $\backslash vec\; \backslash in\; \backslash mathcal$ with $\backslash mathcal\; \backslash subseteq\; \backslash mathbb^n$ that has the minimal (or maximal) $f(\backslash vec)$ without knowing the gradient of $f$. COBYLA is also the name of Powell's software implementation of the algorithm in Fortran. Powell invented COBYLA while working for Westland Helicopters.〔M. J. D. Powell (2007). (A view of algorithms for optimization without derivatives ). Cambridge University Technical Report DAMTP 2007.〕 It works by iteratively approximating the actual constrained optimization problem with linear programming problems. During an iteration, an approximating linear programming problem is solved to obtain a candidate for the optimal solution. The candidate solution is evaluated using the original objective and constraint functions, yielding a new data point in the optimization space. This information is used to improve the approximating linear programming problem used for the next iteration of the algorithm. When the solution cannot be improved anymore, the step size is reduced, refining the search. When the step size becomes sufficiently small, the algorithm finishes. The COBYLA software is distributed under The GNU Lesser General Public License (LGPL). ==See also== * TOLMIN * UOBYQA * NEWUOA * BOBYQA * LINCOA * Nelder–Mead method 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「COBYLA」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.